If your username here is your real name, send me a pm with some other choices for user name and I will change it just to make things easier.
As far as the threats go, first report them to facebook, then block him.
The scammer is a petty thief and a coward. He hides behind a fake name and anonymous email addresses because he knows it is unlikely that law enforcement will find him (because an investigation is very costly, and they are unlikely to spend that money to catch a petty thief.) And even if they do catch him, he probably knows police in his country that would go easy on him in exchange for a bribe.
He is threatening you because your posts have helped others to avoid falling for his scams. That has cost him money and he is angry. He wants to make you feel bad, and he also hopes he can convince you to remove the posts that are hurting his business.
But he is not going to come near you. To travel to you, he would have to get a visa, which would cost money (if he could even get one.) His information would be recorded. There would be photos of him and a history that shows he traveled to you. He would be on camera at airports. Taxi drivers would see him. All of those things would mean he is not hidden any more. He would not be safe from being caught. And as a foreigner in your country, the police would not go easy on him. He would run a very real risk of ending up in a foreign prison for a very long time. He knows all of this, so he just makes empty threats and hopes you believe him.